So - would you consider speaker leads to be a "transmission line"? Try researching transmission lines at audio frequencies and you'll discover the answer is yes, and if the lines are long enough (which is rare for speaker leads) they do make a difference to frequency response.
Wires have resistance, pairs of wires have capacitance, combine them together and you have an RC filter, pass an "alternating current" through that RC filter, it's going to alter the signal.
Incidentally, there was a point in my life when I was a "disbeliever", and then I discovered "litz wire phono cartridge connectors" (I guess I'm showing my age here) - for those not familiar with what I'm talking about, four inch-and-a-half long scraps of insulated wire with gold plated clips that connect the phono cartridge on a turntable to the wiring in the arm - the difference IS audible, whether or not you consider it an improvement is up to you, but it is audible. To be honest, at this point we're discussing "millivolt" level signals so it probably doesn't take much added resistance to make a difference
When an inch-and-a-half snippet of wire can make an audible difference, it's not hard to believe that twenty/thirty/forty/ninety feet of wire will also make an audible difference.